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<h1>ql/PricingEngines/Forward/mcvarianceswapengine.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
Monte Carlo variance-swap engine.
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<code>#include <<a class="el" href="mcsimulation_8hpp.html">ql/PricingEngines/mcsimulation.hpp</a>></code><br>
<code>#include <<a class="el" href="segmentintegral_8hpp.html">ql/Math/segmentintegral.hpp</a>></code><br>
<code>#include <<a class="el" href="varianceswap_8hpp.html">ql/Instruments/varianceswap.hpp</a>></code><br>
<code>#include <<a class="el" href="blackscholesprocess_8hpp.html">ql/Processes/blackscholesprocess.hpp</a>></code><br>
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Include dependency graph for mcvarianceswapengine.hpp:<p><center><img src="mcvarianceswapengine_8hpp__incl.png" border="0" usemap="#ql/PricingEngines/Forward/mcvarianceswapengine.hpp_map" alt=""></center>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Variance-swap pricing engine using Monte Carlo simulation,. <a href="class_quant_lib_1_1_m_c_variance_swap_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html">MakeMCVarianceSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo variance-swap engine factory. <a href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html#_details">More...</a><br></td></tr>
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